+3,332.0%
MRSH vs CPB
+333.3%
+2,998.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.3% |
| 7D | -3.8% | -8.2% | +4.5% | -1.6% |
| 30D | -5.8% | -5.6% | -0.2% | -4.5% |
| 3M | +11.7% | +3.0% | +8.7% | +10.5% |
| 6M | -0.3% | -12.7% | +12.4% | +2.9% |
| YTD | -1.1% | -18.0% | +16.8% | +3.4% |
| 1Y | -9.5% | -31.7% | +22.3% | -0.6% |
| 3Y | -2.6% | -41.0% | +38.4% | +9.7% |
| 5Y | +22.7% | -38.4% | +61.1% | +34.9% |
| 10Y | +214.6% | -45.0% | +259.5% | +241.2% |
| All | +3,332.0% | +333.3% | +2,998.7% | +1,799.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling